+304.5%
MSTR vs RJF
+77.4%
+227.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | +0.1% |
| 7D | +12.2% | -0.6% | +12.8% | +13.2% |
| 30D | +45.2% | -1.3% | +46.4% | +46.4% |
| 3M | +10.4% | +18.9% | -8.5% | -7.6% |
| 6M | -2.5% | +15.0% | -17.5% | -16.1% |
| YTD | -6.0% | +12.2% | -18.2% | -16.9% |
| 1Y | -56.4% | +5.6% | -62.0% | -59.2% |
| All | +304.5% | +77.4% | +227.1% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling